It's usually oversetup that causes the problems with APNS... Here's the basics for running any AT&T MVNO SIM card. This is a generic setup that works with Net10, H2O, Red Pocket Mobile or Straight Talk...
First off, clear any edits you have made to the native APN in the cellular settings. This will override the Nokia Network Setup App and cause a failure in either Data or MMS settings every time.
Next, download the Nokia Network Setup App from the Marketplace.
Open Network Setup and click the (+) icon at the bottom of the screen.
Connection Name - Enter Provider Name (i.e. Straight Talk)
Check the box that asks to use as current APN.
Internet APN
Access point name: att.mvno
Proxy address: (blank)
Proxy port: (blank)
Username: (blank)
Password: (blank)
MMS APN
MMS access point name: att.mvno
Proxy address: 66.209.11.33
Proxy port: 80
Username: (blank)
Password: (blank)
MMSC address:
http://mmsc.cingular.com
Once you configure this, press the save icon at the bottom. You should see this added to the list of AT&T native network settings in the drop down on the Network Setup App.
That's is... Don't change any other settings in the main Windows program or anything else.